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Tsionas, Mike G.
Izzeldin, Marwan
130
Murphy, Anthony
27
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23
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22
Kalotychou, Elena
21
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Journal of Forecasting
1
Journal of the Royal Statistical Society: Series A (Statistics in Society)
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Multivariate stochastic volatility with large and moderate shocks
Izzeldin, Marwan
;
Tsionas, Mike G.
;
Michaelides, …
- In:
Journal of the Royal Statistical Society: Series A …
182
(
2019
)
3
,
pp. 887-917
Persistent link: https://www.econbiz.de/10012097200
Saved in:
2
A novel forecasting model for the Baltic dry index utilizing optimal squeezing
Makridakis, Spyros
;
Merikas, Andreas
;
Merika, Anna
; …
- In:
Journal of Forecasting
39
(
2019
)
1
,
pp. 56-68
Persistent link: https://www.econbiz.de/10012082066
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